4.4 Article

Parameter estimation for operator scaling random fields

Journal

JOURNAL OF MULTIVARIATE ANALYSIS
Volume 123, Issue -, Pages 172-183

Publisher

ELSEVIER INC
DOI: 10.1016/j.jmva.2013.09.010

Keywords

Random field; Self-similar; Operator scaling; Hurst index

Funding

  1. NSF [DMS-1025486]
  2. Division Of Earth Sciences [1344280] Funding Source: National Science Foundation

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Operator scaling random fields are useful for modeling physical phenomena with different scaling properties in each coordinate. This paper develops a general parameter estimation method for such fields which allows an arbitrary set of scaling axes. The method is based on a new approach to nonlinear regression with errors whose mean is not zero. (C) 2013 Elsevier Inc. All rights reserved.

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